Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

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Publisher : World Scientific
ISBN 13 : 9814273570
Total Pages : 1626 pages
Book Rating : 4.72/5 ( download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets written by Hagen Kleinert and published by World Scientific. This book was released on 2009 with total page 1626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

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Publisher : World Scientific Publishing Company
ISBN 13 : 9813106026
Total Pages : 1505 pages
Book Rating : 4.24/5 ( download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets written by Hagen Kleinert and published by World Scientific Publishing Company. This book was released on 2004-03-05 with total page 1505 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third, significantly expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have become possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's famous formula to include singular attractive 1/r and 1/r2 potentials. The second is a simple quantum equivalence principle governing the transformation of euclidean path integrals to spaces with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations. In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions. The powerful Feynman–Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions. The convergence is uniform from weak to strong couplings, opening a way to precise approximate evaluations of analytically unsolvable path integrals. Tunneling processes are treated in detail. The results are used to determine the lifetime of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbation expansions. A new variational treatment extends the range of validity of previous tunneling theories from large to small barriers. A corresponding extension of large-order perturbation theory also applies now to small orders. Special attention is devoted to path integrals with topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern–Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect. The relevance of path integrals to financial markets is discussed, and improvements of the famous Black–Scholes formula for option prices are given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions. The author's other book on 'Critical Properties of Φ4 Theories' gives a thorough introduction to the field of critical phenomena and develops new powerful resummation techniques for the extraction of physical results from the divergent perturbation expansions. Request Inspection Copy

Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics

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Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789810201975
Total Pages : 664 pages
Book Rating : 4.74/5 ( download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics written by Hagen Kleinert and published by World Scientific Publishing Company Incorporated. This book was released on 1990-01-01 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition).

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Publisher :
ISBN 13 : 9789812772855
Total Pages : 1593 pages
Book Rating : 4.55/5 ( download)

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Book Synopsis Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition). by : Hagen Kleinert

Download or read book Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition). written by Hagen Kleinert and published by . This book was released on 2006 with total page 1593 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics

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Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789810214722
Total Pages : 891 pages
Book Rating : 4.23/5 ( download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics written by Hagen Kleinert and published by World Scientific Publishing Company Incorporated. This book was released on 1995 with total page 891 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Techniques and Applications of Path Integration

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Publisher : Courier Corporation
ISBN 13 : 0486137023
Total Pages : 434 pages
Book Rating : 4.25/5 ( download)

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Book Synopsis Techniques and Applications of Path Integration by : L. S. Schulman

Download or read book Techniques and Applications of Path Integration written by L. S. Schulman and published by Courier Corporation. This book was released on 2012-10-10 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Suitable for advanced undergraduates and graduate students, this text develops the techniques of path integration and deals with applications, covering a host of illustrative examples. 26 figures. 1981 edition.

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

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Publisher : World Scientific
ISBN 13 : 9789812381071
Total Pages : 1512 pages
Book Rating : 4.74/5 ( download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets written by Hagen Kleinert and published by World Scientific. This book was released on 2004 with total page 1512 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third, significantly expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have become possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's famous formula to include singular attractive 1/r and 1/r2 potentials. The second is a simple quantum equivalence principle governing the transformation of euclidean path integrals to spaces with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations. In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions. The powerful Feynman -- Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions. The convergence is uniform from weak to strong couplings, opening a way to precise approximate evaluations of analytically unsolvable path integrals. Tunneling processes are treated in detail. The results are used to determine the lifetime of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbationexpansions. A new variational treatment extends the range of validity of previous tunneling theories from large to small barriers. A corresponding extension of large-order perturbation theory also applies now to small orders. Special attention is devoted to path integrals with topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chem-Simons theory of particles with fractional statistics (anyohs) is introduced and applied to explain the fractional quantum Hall effect. The relevance of path integrals to financial markets is discussed, and improvements of the famous Black -- Scholes formula for option prices are given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions.

Introduction to Path-integral Methods in Physics and Polymer Science

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Publisher : World Scientific
ISBN 13 : 9789971978709
Total Pages : 226 pages
Book Rating : 4.09/5 ( download)

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Book Synopsis Introduction to Path-integral Methods in Physics and Polymer Science by : Frederik W. Wiegel

Download or read book Introduction to Path-integral Methods in Physics and Polymer Science written by Frederik W. Wiegel and published by World Scientific. This book was released on 1986 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph distills material prepared by the author for class lectures, conferences and research seminars. It fills in a much-felt gap between the older and original work by Feynman and Hibbs and the more recent and advanced volume by Schulman. After presenting an elementary account on the Wiener path integral as applied to Brownian motion, the author progresses on to the statistics of polymers and polymer entanglements. The next three chapters provide an introduction to quantum statistical physics with emphasis on the conceptual understanding of many-variable systems. A chapter on the renormalization group provides material for starting on research work. The final chapter contains an over view of the role of path integrals in recent developments in physics. A good bibliography is provided for each chapter.

Lectures in Theoretical Physics

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ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.15/5 ( download)

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Book Synopsis Lectures in Theoretical Physics by :

Download or read book Lectures in Theoretical Physics written by and published by . This book was released on 1971 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Mathematical Feynman Path Integrals and Their Applications

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Publisher :
ISBN 13 : 9814469270
Total Pages : pages
Book Rating : 4.72/5 ( download)

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Book Synopsis Mathematical Feynman Path Integrals and Their Applications by :

Download or read book Mathematical Feynman Path Integrals and Their Applications written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: